Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market
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Other versions of this item:
- Lajos Horváth & Zhenya Liu & Shanglin Lu, 2021. "Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market," Post-Print hal-03511409, HAL.
- Horváth, L. & Liu, Z. & Lu, S., 2021. "Sequential monitoring of changes in dynamic linear models, applied to the US housing market," Post-Print hal-03323683, HAL.
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Cited by:
- Boubaker, Sabri & Liu, Zhenya & Sui, Tianqing & Zhai, Ling, 2022.
"The mirror of history: How to statistically identify stock market bubble bursts,"
Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 128-147.
- S. Boubaker & Zhenya Liu & Tianqing Sui & L. Zhai, 2022. "The Mirror of History: How to Statistically Identify Stock Market Bubble Bursts," Post-Print hal-04454682, HAL.
- Lazar, Emese & Wang, Shixuan & Xue, Xiaohan, 2023. "Loss function-based change point detection in risk measures," European Journal of Operational Research, Elsevier, vol. 310(1), pages 415-431.
- Lajos Horvath & Lorenzo Trapani & Shixuan Wang, 2024. "Sequential monitoring for explosive volatility regimes," Papers 2404.17885, arXiv.org.
- Lajos Horv'ath & Lorenzo Trapani, 2023. "Real-time monitoring with RCA models," Papers 2312.11710, arXiv.org.
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